+270.9%
B vs AVTR
+6.1%
+264.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | -6.2% | +3.2% | -9.4% | -6.6% |
| 30D | -6.6% | +0.5% | -7.1% | -6.7% |
| 3M | -7.9% | +12.1% | -20.0% | -9.3% |
| 6M | -16.8% | +91.2% | -108.0% | -23.9% |
| YTD | -11.7% | +36.3% | -48.0% | -16.0% |
| 1Y | +3.5% | +35.2% | -31.8% | -1.6% |
| 3Y | +165.7% | -15.8% | +181.6% | +163.3% |
| 5Y | +108.4% | -58.9% | +167.3% | +124.6% |
| All | +270.9% | +6.1% | +264.8% | +248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling